Anic Equity¶

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Total return since start: 0.568 %¶

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Equity now: -----------------------------> 47910.32 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46515.37 Kr¶

PnL: ---------------------------------------> -373.2 Kr¶

DD now: ---------------------------------> -1.48 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 16:28:20.476938'

Anic Portfolio¶

Today¶

Return: -0.005 %¶

This Week¶

Return: -0.005 %¶

Total¶

Return: 56.846 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.810000 3234.400000 263.400000 8.870000 2971.000006
HEBA B 70 2.290000 2817.500000 181.500000 6.890000 2636.000010
Boozt 12 1.640000 1713.600000 59.600000 3.600000 1653.999996
Corem Property Group B 59 3.170000 633.070000 56.070000 9.720000 576.999999
FM Mattsson Mora Group B 50 0.170000 2980.000000 53.000000 1.810000 2927.000000
AcadeMedia 12 1.540000 602.400000 45.400000 8.150000 557.000004
Samhällsbyggnadsbo. i Norden B 20 4.200000 396.600000 41.600000 11.720000 355.000000
HMS Networks 2 4.090000 712.800000 39.800000 5.910000 673.000000
MedCap 2 3.370000 460.000000 39.000000 9.260000 421.000000
Resurs Holding 22 0.220000 602.360000 28.360000 4.940000 573.999998
Norva24 Group 16 0.570000 563.200000 20.200000 3.720000 543.000000
Intrum 4 2.010000 546.800000 19.800000 3.760000 527.000000
SAAB B 8 -1.300000 3395.200000 18.200000 0.540000 3377.000000
Eastnine 4 0.000000 508.800000 17.800000 3.630000 491.000000
OEM International B 7 -0.260000 544.600000 16.600000 3.140000 527.999997
Fastighetsbolag. Emilshus Pref 21 1.670000 576.450000 14.450000 2.570000 562.000005
Coor Service Management Hold. 8 1.640000 544.000000 12.000000 2.260000 532.000000
CTEK 13 2.040000 540.800000 6.800000 1.270000 533.999999
Securitas B 6 2.260000 576.720000 6.720000 1.180000 570.000000
Karnov Group 9 0.170000 541.800000 5.800000 1.080000 536.000004
Swedbank A 3 0.130000 568.050000 4.050000 0.720000 564.000000
Samhällsbyggnadsbo. i Norden D 12 3.190000 248.640000 2.640000 1.070000 246.000000
Creaspac SPAC 6 -0.210000 576.600000 -0.400000 -0.070000 577.000002
Handelsbanken A 5 0.180000 545.000000 -1.000000 -0.180000 546.000000
Essity B 2 -2.300000 564.100000 -9.900000 -1.720000 574.000000
Nordea Bank Abp 29 -0.150000 3443.460000 -10.540000 -0.310000 3453.999992
Midsona B 63 1.800000 570.150000 -12.850000 -2.200000 582.999984
Essity A 4 -1.910000 1128.000000 -21.000000 -1.830000 1149.000000
International Petroleum Corp. 5 4.290000 571.500000 -23.070000 -3.880000 594.565215
Sampo Oyj SDB 7 -1.000000 3804.500000 -45.500000 -1.180000 3850.000000
Vivesto 1368 -0.690000 552.670000 -60.330000 -9.840000 612.999432
Axfood 13 -0.250000 3651.700000 -104.300000 -2.780000 3756.000001
OX2 18 -0.750000 1438.200000 -225.800000 -13.570000 1663.999992
Fasadgruppen Group 35 0.300000 3496.500000 -314.500000 -8.250000 3810.999990
Ovzon 52 -0.540000 2865.200000 -496.800000 -14.780000 3361.999992
TOTAL 46515.370000 -373.200000 -1.47969% 46888.564618

Updated:¶

'2023-01-23 16:28:33.152958'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶